When inserting any multi pined device, extreme care should be taken. I recommend installing the CPU and heatsink, BEFORE mounting the motherboard in the case. Of course this can be done later if your lucky enough to have a removable motherboard tray. Installing the CPU and heatsink outside of the case allows for a freedom of movement like no other.
(Well besides skydiving and co-ed naked underwater polo.) Patience is the key here. Take your time. If for some reason you are having trouble getting the heatsink on, place credit cards on the motherboard around the heatsink, and try using pliers or a screwdriver to apply additional force. Make sure that you apply the thermal grease BEFORE putting on the heatsink, and place as thin a coat as possible. (I usually put just enough on so that I can’t read the CPU #’s anymore).
Also when installing your socketed cooler, check to see if the fan on the heatsink requires an external 3 pin to 4 pin power supply adapter. Some heatsink fans can blow out the fan headers on the motherboard. (Which is bad). Using an Adaptec plugs the fan into
the normal 4 prong IDE power connectors (Which is good). After the CPU is installed correctly, its time to move onto the
peripherals/memory setup.

Stage 5: Ram and Ramen.(Also known as Peripherals)

This part is easy. Mount the motherboard in the case. Place the 4 terabyte dimms in the primary dimm banks first, filling them as you go forward in number. Open the motherboard manual. (Yes the actual manual its important to READ THE MANUAL) Look for a section about PCI slots. The board specifications should list the IRQ’s for each PCI slot. Use this information to plan which peripheral goes into which slot. For example. An Abit KT7 motherboard has the following IRQ assignments.

At this time you will also start connecting cables everywhere. I recommend using tie wraps to minimize the area these cables take up, thus increasing case airflow. Airflow helps everything in the computer relax. Without it everything gets stressed out, and starts heating up, then BOOM, next thing you know your machine took out a city block. You could also join the elite of the world wide web and pick up some rounded IDE cables.

This diagram shows in one scenario how the BIOS will assign IRQS to devices in a non ACPI system. Because of the IRQ steering nature of ACPI, the Operating System will normally put multiple devices on the same IRQ's.

Though its not necessary to follow a plan when installing periphals on different PCI slots, it has been found that Certain Cards, such as Hardware NICS and Creative Labs Soundblaster Live cards are very finky of where they are placed, and information like
this is extremely useful when setting up your system to prevent possible conflicts.

When installing your machine for the first time. Start with only your Video card in, and add peripherals one after another as the OS installs. Though you can just slap everything in there, its usually a good idea to go piece meal.